356 citations · 1.6k across the 46 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2020★ 3 cited
On the Distribution of an Arbitrary Subset of the Eigenvalues for some Finite Dimensional Random Matrices
Marco Chiani, Alberto Zanella
We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices o…
math.ST2015★ 34 cited
On the probability that all eigenvalues of Gaussian, Wishart, and double Wishart random matrices lie within an interval
Marco Chiani
We derive the probability that all eigenvalues of a random matrix lie within an arbitrary interval , $ψ(a,b)\triangleq\Pr\{a\leqλ_{\min}({\bf M}), λ_{\max}({\bf M})\…
math.ST2014★ 30 cited
Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance
Marco Chiani
Let denote two independent real Gaussian and matrices with , eac…